NAG Library Manual, Mark 30.1
Interfaces:  FL   CL   CPP   AD 

NAG AD Library Introduction
Example description

D01RL_A1W_F C++ Header Example Program Results


 lower limit of integration (a) = 0
 upper limit of integration (b) = 1
 given break point (points[0])  = 0.142857
 absolute accuracy requested    = 0
 relative accuracy requested    = 0.0001
 maximum number of subintervals = 20

 approximation to the integral  : 2.6076e+00
 estimate of the absolute error : 6.1284e-14
 number of function evaluations : 12

 Derivatives calculated: First order adjoints
 Computational mode    : algorithmic

 Derivative of solution w.r.t end points:
 dI/da = -2.6458e+00
 dI/db = 1.0801e+00